#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Models.Equity;
using Cephei.QL;
namespace Cephei.QL.Experimental.Finitedifferences
{
     // <summary> 
	// ! \ingroup barrierengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing.
	// </summary>
    [Guid ("52EA21A6-71C6-474c-AE18-5C419BDC4155"),ComVisible(true)]
	public interface IFdHestonBarrierEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 IFdHestonBarrierEngine Calculate {get;}
    }

    // <summary> 
	// ! \ingroup barrierengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IFdHestonBarrierEngine_Factory // : Collection_Factory<IFdHestonBarrierEngine, ICell<IFdHestonBarrierEngine>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IFdHestonBarrierEngine Create (Cephei.QL.Models.Equity.IHestonModel model, Microsoft.FSharp.Core.FSharpOption<UInt64> tGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> xGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> vGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> dampingSteps, Microsoft.FSharp.Core.FSharpOption<QL.Experimental.Finitedifferences.FdmBackwardSolver.FdmSchemeTypeEnum> type, Microsoft.FSharp.Core.FSharpOption<Double> theta, Microsoft.FSharp.Core.FSharpOption<Double> mu);
    }
}

